However when I boot Mint 14, it is configuring (with Esc for more options) and it does that everytime I boot it again (so programs I install are all gone after rebooting).

I read something in the release notes: Mint4winWhen installing Linux Mint with mint4win, choose loop0 for both the target partition and the grub destination.However, I didn't get any option to select a partition (only the C-drive (my only partition) was visible in the options of mint4win).

The method described in the article which you link to is for installing Linux Mint standard Live session on top of Windows, not for use with Mint4Win.

Mint4Win is for used to install Mint on top of the Windows operating system without re-partitioning, but in a method in which you can make persistent changes to the Mint install. Because Mint4Win is installed on top of Windows NTFS file system, it can be un-installed with Windows' Control Panel Add/Remove Programs controls, and can be damaged or wiped out by Windows utilities, bugs, or viruses. Because of this, it is a method for testing Mint, but is not a preferred method of installing Mint for the long term. Mint4Win does not require the linked method, it is fully capable of installing on top of Windows without damaging your Windows install.

So if I would - make a bootable USB- run mint4win from that one- then choose the first option "demo and full installation"

Do I need in that case an empty partition for the linux mint or will linux mint make the partition?Is this method then safe for windows virusses, etc... or does it stay vulnerable for Windows problems?

Is it imaginable that you you did not launch "Install Linux Mint" after Mint4win had completed its part of the job inside Windows and rebooted the machine?

Unless this naughty little deficiency has been fixed in Mint4win Nadia then you must launch the second part of the Mint4win installation (the real Linux installation) yourself manually by clicking "Install Linux Mint" on the desktop once. Cf. New Settings Not Persistent Between Boots, please.

I mention this, because your own instruction which you linked to still explains how the Linux part of the Mint installation launches automatically after the first reboot. This is still true for Wubi. But it stopped working this way way back in Linux Mint 12, was not fixed for Mint 13 and I cannot tell about Mint 14, yet.